+245.6%
CRH vs PR
+87.6%
+158.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -6.1% | +1.8% | -7.9% | -6.2% |
| 30D | -9.3% | +10.9% | -20.1% | -10.3% |
| 3M | -15.2% | +24.5% | -39.7% | -17.3% |
| 6M | -14.2% | +25.0% | -39.2% | -16.7% |
| YTD | -28.3% | +72.4% | -100.6% | -32.7% |
| 1Y | -21.8% | +77.2% | -99.0% | -27.0% |
| 3Y | +71.6% | +90.5% | -18.9% | +57.4% |
| 5Y | +96.6% | +423.5% | -326.9% | +60.0% |
| All | +245.6% | +87.6% | +158.0% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling